+428.0%
GFI vs AMBA
+818.6%
-390.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.3% | -0.5% | +4.5% |
| 7D | +18.0% | 0.0% | +18.1% | +18.0% |
| 30D | +11.5% | -8.6% | +20.0% | +12.0% |
| 3M | +2.8% | -29.0% | +31.8% | +4.8% |
| 6M | -6.4% | -19.2% | +12.8% | -6.1% |
| YTD | -1.1% | -13.0% | +11.9% | -1.4% |
| 1Y | +10.8% | -31.3% | +42.1% | +11.6% |
| 3Y | +248.8% | +28.1% | +220.6% | +236.7% |
| 5Y | +407.7% | -69.4% | +477.2% | +404.8% |
| 10Y | +1,213.7% | +7.6% | +1,206.1% | +1,109.6% |
| All | +428.0% | +818.6% | -390.6% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling